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~subject:"Portfolio-Management"
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Annals of finance
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1
Small caps in international equity portfolios : the effects of variance risk
Guidolin, Massimo
;
Nicodano, Giovanna
- In:
Annals of finance
5
(
2009
)
1
,
pp. 15-48
Persistent link: https://www.econbiz.de/10003775308
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2
Capital distribution and portfolio performance in the mean-field Atlas model
Jourdain, Benjamin
;
Reygner, Julien
- In:
Annals of finance
11
(
2015
)
2
,
pp. 151-198
Persistent link: https://www.econbiz.de/10011376175
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3
Diversified minimum-variance portfolios
Coqueret, Guillaume
- In:
Annals of finance
11
(
2015
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10011376184
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4
Variance matters (in stochastic dividend discount models)
Agosto, Arianna
;
Moretto, Enrico
- In:
Annals of finance
11
(
2015
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10011376189
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5
Optimization of relative arbitrage
Wong, Ting-Kam Leonard
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 345-382
Persistent link: https://www.econbiz.de/10011459074
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6
Diversity-weighted portfolios with negative parameter
Vervuurt, Alexander
;
Karatzas, Ioannis
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 411-432
Persistent link: https://www.econbiz.de/10011459422
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7
Optimal investment in multidimensional Markov-modulated affine models
Neykova, Daniela
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10011459789
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8
Benchmark-based evaluation of portfolio performance : a characterization
Alekseev, Aleksandr G.
;
Sokolov, Mikhail V.
- In:
Annals of finance
12
(
2016
)
3/4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10011575172
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9
How suboptimal are linear sharing rules?
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
- In:
Annals of finance
12
(
2016
)
2
,
pp. 221-243
Persistent link: https://www.econbiz.de/10011555710
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10
Stability of marketable payoffs with long-term assets
Bonnisseau, Jean-Marc
;
Chery, Achis
- In:
Annals of finance
10
(
2014
)
4
,
pp. 523-552
Persistent link: https://www.econbiz.de/10010462703
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